<p>
  Although this strategy passes several of the 
  <a href="https://www.quantconnect.com/competitions/quant-league-7#rules">metrics</a> required for Alpha Streams and 
  the Quant League competition, it requires further work to meet the following requirements:
</p>


<ul>
  <li>Profitable</li>
  <li>PSR >= 80%</li>
  <li>Max drawdown duration <= 6 months </li>
  <li>Insights contain the following properties: Symbol, Duration, Direction, and Weight</li>
  <li>Minute or second data resolution</li>
  <li>Insight Weighting or Equal Weighting Portfolio Construction model</li>
</ul>